Back in my previous round of therapy, my T then did suggest it. I was finding therapy pretty overwhelming at the time. I think she said something like if there is something that might help you feel better, why not learn more about it and see if it's right for you. I was all worried about being "doped up" and having side effects and getting addicted and generally not very enthusiastic.

But I did visit a pdoc who was extremely personable and knowledgeable, addressed all my questions and concerns and then I started on a super low dose and built up to something a bit over a minimal dose. It helped a lot and I feel my therapy was more effective, kind of speeded up and not overwhelming. I took whatever it was, some newish SSRI back then, for a little less than a year.

Now I'd be inclined to explore alternatives to things for depression and anxiety, including Bvitamins, a lightbox, St. John's Wort, and CBD oil. I'd probably do medical MJ before trying psych medication, but I'm just a medically avoidant person in general.

As to the question of how I felt about my T making such a suggestion, I appreciated, more after it worked than before. I'd encourage you to a least make a visit in the spirit of learning more about the possibilities. Information is power.